Analysis run in : 2024-07-12 22:12
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Table Visualization¶
Out[13]:
| category | codeCOT | futures | latest | deltaW | zscore3M | zscore6M | |
|---|---|---|---|---|---|---|---|
| 0 | equities | 13874A | E-MINI S&P 500 | -48,829 | -35,845 | -0.173878 | 0.702173 |
| 1 | equities | 1170E1 | VIX FUTURES | -61,478 | -8,053 | -1.376311 | -1.621705 |
| 2 | equities | 239742 | RUSSELL E-MINI | -68,347 | 7,276 | -1.761718 | -1.888485 |
| 3 | equities | 12460+ | DJIA Consolidated | 7,806 | 1,067 | -0.213541 | -0.890251 |
| 4 | equities | 209742 | NASDAQ MINI | 6,431 | -5,424 | 0.279479 | -0.436799 |
| 5 | equities | 240741 | NIKKEI STOCK AVERAGE | -4,792 | -423 | -1.318503 | -1.286880 |
| 6 | rates | 043602 | UST 10Y NOTE | -478,997 | -47,576 | -0.579572 | 0.449334 |
| 7 | rates | 044601 | UST 5Y NOTE | -1,588,245 | -13,671 | -1.275954 | -1.949462 |
| 8 | rates | 042601 | UST 2Y NOTE | -1,240,447 | -14,882 | -1.333638 | -1.100218 |
| 9 | rates | 020601 | UST BOND | -31,943 | -12,340 | -0.597712 | 0.304554 |
| 10 | rates | 045601 | FED FUNDS | -133,554 | 26,509 | -1.165174 | -0.519383 |
| 11 | rates | 132741 | EURODOLLARS-3M | 0 | 0 | 0.000000 | 0.000000 |
| 12 | currencies | 098662 | USD INDEX | 16,182 | -371 | 1.359093 | 2.086175 |
| 13 | currencies | 097741 | JAPANESE YEN | -186,188 | 3,372 | -1.317435 | -1.469527 |
| 14 | currencies | 099741 | EURO FX | 11,274 | 17,406 | -0.242807 | -0.817262 |
| 15 | currencies | 096742 | BRITISH POUND | 87,954 | 24,640 | 1.746113 | 1.890086 |
| 16 | currencies | 232741 | AUSTRALIAN DOLLAR | 2,035 | 18,273 | 1.940089 | 2.426019 |
| 17 | currencies | 090741 | CANADIAN DOLLAR | -112,002 | 10,127 | -0.553693 | -1.146166 |
| 18 | currencies | 095741 | MEXICAN PESO | 63,253 | -234 | -1.328154 | -1.547823 |
| 19 | currencies | 112741 | NZ DOLLAR | 25,912 | -4,831 | 1.343534 | 1.927393 |
| 20 | currencies | 092741 | SWISS FRANC | -47,463 | -1,968 | -1.231649 | -1.217501 |
| 21 | commodities | 133741 | BITCOIN | -260 | 827 | 1.118675 | 1.286023 |
| 22 | commodities | 06765T | BRENT LAST DAY | -17,768 | -3,730 | 0.938986 | 0.562202 |
| 23 | commodities | 088691 | GOLD | 255,236 | 13,727 | 1.500232 | 1.107325 |
| 24 | commodities | 085692 | COPPER- #1 | 50,567 | 6,657 | -0.469525 | 0.734691 |
| 25 | commodities | 023651 | NAT GAS NYME | -107,895 | -15,493 | 0.200821 | 0.147701 |
| 26 | commodities | 111659 | GASOLINE RBOB | 43,297 | 3,260 | -0.651797 | -1.218049 |
| 27 | commodities | 022651 | NY HARBOR ULSD | 13,734 | -4,453 | 0.223232 | -0.282459 |
| 28 | commodities | 084691 | SILVER | 56,153 | 6,226 | 1.358573 | 0.971380 |
| 29 | commodities | 076651 | PLATINUM | 23,649 | -1,853 | 0.360772 | 0.932916 |
| 30 | commodities | 002602 | CORN | -277,559 | -10,233 | -1.503507 | -1.212154 |
| 31 | commodities | 005602 | SOYBEANS | -177,654 | -33,011 | -1.245517 | -1.045403 |
| 32 | commodities | 001602 | WHEAT-SRW | -46,956 | 2,773 | -0.569840 | -0.307356 |
| 33 | commodities | 001612 | WHEAT-HRW | -30,656 | 2,052 | -0.577731 | -0.461716 |
| 34 | commodities | 057642 | LIVE CATTLE | 83,852 | -766 | 1.218946 | 0.742090 |
| 35 | commodities | 054642 | LEAN HOGS | 635 | -1,051 | -1.310564 | -1.491234 |
| 36 | commodities | 080732 | SUGAR NO. 11 | 61,674 | -1,132 | 1.268531 | 0.530327 |
| 37 | commodities | 033661 | COTTON NO. 2 | -19,524 | -7,434 | -0.916347 | -1.278275 |
| 38 | commodities | 083731 | COFFEE C | 73,731 | 6,565 | 1.059899 | 1.404801 |
| 39 | commodities | 073732 | COCOA | 20,405 | 1,839 | 0.322307 | -0.654986 |
| 40 | commodities | 040701 | FRZN CONCENTRATED ORANGE JUICE | 3,341 | -218 | -0.047424 | 0.648647 |
Plotting plotly¶
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